matrix_gen: matrix_gen
In heterocop: Semi-Parametric Estimation with Gaussian Copula
matrix_gen R Documentation
matrix_gen
Description
This function enables the user to generate a sparse, nonnegative definite correlation matrix via the Cholesky decomposition
Usage
matrix_gen(d, gamma)
Arguments
d
the number of variables
gamma
an initial sparsity parameter for the lower triangular matrices in the Cholesky decomposition, must be between 0 and 1
Value
a list containing the generated correlation matrix and its final sparsity parameter (ie the proportion of zeros)
Examples
matrix_gen(15,0.81)
heterocop documentation built on April 3, 2025, 11:04 p.m.
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| matrix_gen | R Documentation |
matrix_gen
Description
This function enables the user to generate a sparse, nonnegative definite correlation matrix via the Cholesky decomposition
Usage
matrix_gen(d, gamma)
Arguments
d |
the number of variables |
gamma |
an initial sparsity parameter for the lower triangular matrices in the Cholesky decomposition, must be between 0 and 1 |
Value
a list containing the generated correlation matrix and its final sparsity parameter (ie the proportion of zeros)
Examples
matrix_gen(15,0.81)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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